Related papers: Some issues with Quasi-Steady State Model in Long-…
We study long-range interacting systems perturbed by external stochastic forces. Unlike the case of short-range systems, where stochastic forces usually act locally on each particle, here we consider perturbations by external stochastic…
Analysis of mathematical models in ecology and epidemiology often focuses on asymptotic dynamics, such as stable equilibria and periodic orbits. However, many systems exhibit long transient behaviors where certain aspects of the dynamics…
This article concerns the stability of a model for mass-spring systems with positive damping and negative stiness. It is well known that when the coefficients are frozen in time the system is unstable. Here we find conditions on the…
We investigate the non-equilibrium dynamics of a three state kinetic exchange model of opinion formation, where switches between extreme states are possible, depending on the value of a parameter $q$. The mean field dynamical equations are…
In power system steady-state estimation (PSSE), one needs to consider (1) the need for robust statistics, (2) the nonconvex transmission constraints, (3) the fast-varying nature of the inputs, and the corresponding need to track optimal…
A recently introduced particle-based model for fluid dynamics with continuous velocities is generalized to model fluids with excluded volume effects. This is achieved through the use of biased stochastic multi-particle collisions which…
We consider a~quasilinear model arising from dynamical magnetization. This model is described by a~magneto-quasistatic (MQS) approximation of Maxwell's equations. Assuming that the medium consists of a~conducting and a~non-conducting part,…
Many natural systems, such as neurons firing in the brain or basketball teams traversing a court, give rise to time series data with complex, nonlinear dynamics. We can gain insight into these systems by decomposing the data into segments…
We provide a general macrostatistical formulation of nonequilibrium steady states of reservoir driven quantum systems. This formulation is centred on the large scale properties of the locally conserved hydrodynamical observables, and our…
We investigate two separate notions of dynamical phase transitions in the two-dimensional nearest-neighbor transverse-field Ising model on a square lattice using matrix product states and a new \textit{hybrid} infinite time-evolving block…
Understanding the structural evolution of granular systems is a long-standing problem. A recently proposed theory for such dynamics in two dimensions predicts that steady states of very dense systems satisfy detailed-balance. We analyse…
We combine geometric data analysis and stochastic modeling to describe the collective dynamics of complex systems. As an example we apply this approach to financial data and focus on the non-stationarity of the market correlation structure.…
Linear systems governed by continuous-time difference equations cover a wide class of linear systems. From the Lyapunov-Krasovskii approach, we investigate stability for such a class of systems. Sufficient conditions, and in some particular…
The quality factor (Q) links seismic wave energy dissipation to physical properties of the Earth's interior, such as temperature, stress and composition. Frequency independence of Q, also called constant Q for brevity, is a common…
The stability analysis of a class of discontinuous discrete-time systems is studied in this paper. The system under study is modeled as a feedback interconnection of a linear system and a set-valued nonlinearity. An equivalent…
The quasi-steady-state approximation (or stochastic averaging principle) is a useful tool in the study of multiscale stochastic systems, giving a practical method by which to reduce the number of degrees of freedom in a model. The method is…
Linear dynamical systems are canonical models for learning-based control of plants with uncertain dynamics. The setting consists of a stochastic differential equation that captures the state evolution of the plant understudy, while the true…
We propose an energy-driven stochastic master equation for the density matrix as a dynamical model for quantum state reduction. In contrast, most previous studies of state reduction have considered stochastic extensions of the Schr\"odinger…
The paper is concerned with open quantum systems whose Heisenberg dynamics are described by quantum stochastic differential equations driven by external boson fields. The system-field coupling operators are assumed to be quadratic…
We consider the question of asymptotic stability of quantum trajectories undergoing quantum non-demolition imperfect measurement, that is to say the convergence of the estimated trajectory towards the true trajectory whose parameters and…